Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,747.0 |
4,759.0 |
12.0 |
0.3% |
4,693.0 |
High |
4,772.0 |
4,769.0 |
-3.0 |
-0.1% |
4,756.0 |
Low |
4,732.0 |
4,751.0 |
19.0 |
0.4% |
4,676.0 |
Close |
4,742.0 |
4,753.0 |
11.0 |
0.2% |
4,740.0 |
Range |
40.0 |
18.0 |
-22.0 |
-55.0% |
80.0 |
ATR |
34.0 |
33.5 |
-0.5 |
-1.5% |
0.0 |
Volume |
25,576 |
19,848 |
-5,728 |
-22.4% |
105,701 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.7 |
4,800.3 |
4,762.9 |
|
R3 |
4,793.7 |
4,782.3 |
4,758.0 |
|
R2 |
4,775.7 |
4,775.7 |
4,756.3 |
|
R1 |
4,764.3 |
4,764.3 |
4,754.7 |
4,761.0 |
PP |
4,757.7 |
4,757.7 |
4,757.7 |
4,756.0 |
S1 |
4,746.3 |
4,746.3 |
4,751.4 |
4,743.0 |
S2 |
4,739.7 |
4,739.7 |
4,749.7 |
|
S3 |
4,721.7 |
4,728.3 |
4,748.1 |
|
S4 |
4,703.7 |
4,710.3 |
4,743.1 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,964.0 |
4,932.0 |
4,784.0 |
|
R3 |
4,884.0 |
4,852.0 |
4,762.0 |
|
R2 |
4,804.0 |
4,804.0 |
4,754.7 |
|
R1 |
4,772.0 |
4,772.0 |
4,747.3 |
4,788.0 |
PP |
4,724.0 |
4,724.0 |
4,724.0 |
4,732.0 |
S1 |
4,692.0 |
4,692.0 |
4,732.7 |
4,708.0 |
S2 |
4,644.0 |
4,644.0 |
4,725.3 |
|
S3 |
4,564.0 |
4,612.0 |
4,718.0 |
|
S4 |
4,484.0 |
4,532.0 |
4,696.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,772.0 |
4,709.0 |
63.0 |
1.3% |
30.6 |
0.6% |
70% |
False |
False |
21,410 |
10 |
4,772.0 |
4,670.0 |
102.0 |
2.1% |
30.1 |
0.6% |
81% |
False |
False |
20,625 |
20 |
4,772.0 |
4,593.0 |
179.0 |
3.8% |
32.8 |
0.7% |
89% |
False |
False |
18,533 |
40 |
4,772.0 |
4,405.0 |
367.0 |
7.7% |
25.6 |
0.5% |
95% |
False |
False |
17,872 |
60 |
4,772.0 |
4,315.0 |
457.0 |
9.6% |
20.9 |
0.4% |
96% |
False |
False |
11,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,845.5 |
2.618 |
4,816.1 |
1.618 |
4,798.1 |
1.000 |
4,787.0 |
0.618 |
4,780.1 |
HIGH |
4,769.0 |
0.618 |
4,762.1 |
0.500 |
4,760.0 |
0.382 |
4,757.9 |
LOW |
4,751.0 |
0.618 |
4,739.9 |
1.000 |
4,733.0 |
1.618 |
4,721.9 |
2.618 |
4,703.9 |
4.250 |
4,674.5 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,760.0 |
4,752.0 |
PP |
4,757.7 |
4,751.0 |
S1 |
4,755.3 |
4,750.0 |
|